Preheat the oven to 180C/350F/Gas 4.
To make the sauce, heat the oil in a large saucepan. Add the chicken wings and cook over a high heat until coloured all over.
Pour off the excess oil and add the shallots and bay leaves and cook for two minutes.
Add the Madeira and white wine, bring to the boil then reduce the heat and simmer until the liquid is reduced by half.
Add the stock and bring back to the simmer for 1 hour, regularly skimming off any surface scum.
Strain the sauce into a clean pan, return to the heat, bring back to the boil and skim again.
To make the cauliflower purée, chop the cauliflower florets into small pieces.
Melt a little butter in a large pan over a medium heat. Add the shallots and cauliflower and sweat until soft but not coloured.
Transfer the mixture to a food processor. Blend the mixture while adding the cream slowly, until a smooth purée is formed.
Place the purée in a small pan and keep warm.
Meanwhile, place the garlic bulb halves cut-side down in an ovenproof non-stick frying pan. Drizzle over a little olive oil and place over a medium heat until the garlic begins to colour.
Transfer to a hot oven and roast for 8-10 minutes.
Meanwhile, heat an ovenproof frying pan. Add the pheasant breasts, flesh-side down and cook for one minute, or golden brown. Turn the pheasant breasts over and transfer the pan to the oven and roast for 5-6 minutes, or until cooked through. Remove the pheasant from the oven and leave to rest for 3-4 minutes.
To serve, slice each pheasant breast and place on four individual serving plates. Garnish with the thyme sprigs and serve with the sauce, cauliflower purée and roast garlic.